Rolling backward window sum of a code matrix

For each row k, sums the raw code values over rows [max(0, k - window_size + 1), k]. Returns a matrix of the same shape as codes. window_size <= 0 is treated as 1 (current row only).

lq_rolling_window_sum(codes, window_size = 1L)

Arguments

codes

Numeric matrix (rows = observations, cols = codes)

window_size

Number of rows to look back (default 1)

Value

Numeric matrix (same dimensions as codes)